Summary
DFAE
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 28.24% Volatility 19.48% Sharpe 1.49
Official loaded data — not a live quote.

DIMENSIONAL EMERGING CORE EQUITY MARKET ETF

Symbol: DFAE

Exchange: NYSE

Sector: Technology

Category: Diversified Emerging Mkts

Inception date: 01/12/2020

Latest date: 20/07/2026

Current price: $37.36

Expense ratio: 0.29%

Assets under management
$9.7B
-0.45% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-10.49%

Ann. -58.19% (Sharpe / Sortino numerator)

Volatility

34.33%

Sharpe ratio

-1.801

VaR 95%

-3.36%

CVaR 95%: -4.20%
Max drawdown: -6.93%
Sortino ratio: -2.620
Calmar ratio: -8.40

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-0.16%

Ann. 5.09% (Sharpe / Sortino numerator)

Volatility

24.61%

Sharpe ratio

0.059

VaR 95%

-3.00%

CVaR 95%: -3.68%
Max drawdown: -12.94%
Sortino ratio: 0.077
Calmar ratio: 0.39

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

10.48%

Ann. 13.69% (Sharpe / Sortino numerator)

Volatility

20.44%

Sharpe ratio

0.492

VaR 95%

-1.99%

CVaR 95%: -3.23%
Max drawdown: -12.94%
Sortino ratio: 0.617
Calmar ratio: 1.06

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

28.24%

Ann. 32.74% (Sharpe / Sortino numerator)

Volatility

19.48%

Sharpe ratio

1.494

VaR 95%

-1.72%

CVaR 95%: -3.03%
Max drawdown: -12.94%
Sortino ratio: 1.840
Calmar ratio: 2.53

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

49.78%

Ann. 19.33% (Sharpe / Sortino numerator)

Volatility

17.61%

Sharpe ratio

0.891

VaR 95%

-1.77%

CVaR 95%: -2.58%
Max drawdown: -18.12%
Sortino ratio: 1.182
Calmar ratio: 1.07

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

66.90%

Ann. 16.43% (Sharpe / Sortino numerator)

Volatility

16.37%

Sharpe ratio

0.782

VaR 95%

-1.62%

CVaR 95%: -2.35%
Max drawdown: -18.12%
Sortino ratio: 1.091
Calmar ratio: 0.91

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.11%

Best day

5.24%

08/04/2026
Worst day

-6.382%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $37.53 $37.70 $37.33 $37.36 1,025,900
17/07/2026 $36.83 $37.67 $36.66 $37.37 1,856,900
16/07/2026 $38.10 $38.18 $37.77 $37.92 1,679,600
15/07/2026 $38.84 $38.88 $38.15 $38.63 1,085,900
14/07/2026 $38.61 $38.75 $38.40 $38.70 1,082,700
13/07/2026 $38.48 $38.56 $38.08 $38.14 800,500
10/07/2026 $39.15 $39.48 $38.99 $39.41 735,100
09/07/2026 $39.12 $39.38 $39.03 $39.27 934,700
08/07/2026 $38.38 $38.96 $38.27 $38.95 858,100
07/07/2026 $38.90 $39.07 $38.49 $38.72 1,503,800